Setting up a Lorex camera is no different than the process of setting up a Generic MJPEG camera.
One special note with Lorex cameras is that some models are defaulting to the MPEG4 stream instead of MJPEG. You just need to go into device setup and change the "Video Streaming" to a MJPEG stream.
Take note that the default ports vary. Often cameras use the same HTTP port and MJPEG port. In the case of this screen shot the Lorex LNE series camera has the default HTTP port as 80 (quite typical) but also has a different MJPEG port at 8070. Port 8070 is what you will need to port forward in this case to have the Live View work.